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portada Time Series Models
Type
Physical Book
Author
Publisher
Language
English
Pages
201
Format
Paperback
Dimensions
23.4x15.6x1.2 cm
Weight
0.31 kg.
ISBN13
9783031132124
Categories

Time Series Models

Manfred Deistler (Author) · Wolfgang Scherrer (Author) · Springer · Paperback

Time Series Models - Deistler, Manfred ; Scherrer, Wolfgang

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Synopsis "Time Series Models "

Preface.- 1 Time Series and Stationary Processes.- 2 Prediction.- 3 Spectral Representation.- 4 Filter.- 5 Autoregressive Processes.- 6 ARMA Systems and ARMA Processes.- 7 State-Space Systems.- 8 Models with Exogenous Variables.- 9 Granger Causality.- 10 Dynamic Factor Models.- 10 ARCH and GARCH Models.- Index.

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